What PC part should I buy first?

Motherboard first.
Power supply second
CPU, GPU third
SSD and hard drives next
Then all the accessories inside.

Case is not a big priority, you can find them anywhere and in any size.

The PSU or motherboard first. They’re two parts that aren’t going to be significantly cheaper within a few weeks.

I’m actually fine with getting a case first for the same reason.

You can test a PSU entirely on its own with a paperclip, or with some brands a supplied jumper, and you check if the fan spins or not. If it doesn’t, you send it back and get it replaced.

Make sure the entire build is planned out for compatibility beforehand.

First thing you should decide on is the CPU. This will dictate the type of motherboard you will need. Then decide on the GPU you want. Both this and the CPU will decide how much capacity your power supply will need.
As to in which order you should buy, it does not matter, since you can not build it until you have all the parts available.

First decide what you’re building, then start with the case and power supply. Then motherboard, processor, and ram. Then drives and graphics card.

Buy the mouse first, and then the monitor. You want to be comfortable when you are computing. The insides all work about the same. Let us know your high score on Tetris.

I would buy a book if you don’t even know where to start. Or maybe watch youtube videos on how to build a pc. I know people do it; my bil does. Wish you success.